Alok Gupta
Alok Gupta
Former Junior Research Fellow in Mathematics, Oxford University
Verified email at - Homepage
Cited by
Cited by
Reputation offsets trust judgments based on social biases among Airbnb users
B Abrahao, P Parigi, A Gupta, KS Cook
Proceedings of the National Academy of Sciences 114 (37), 9848-9853, 2017
Robust calibration of financial models using Bayesian estimators
A Gupta, C Reisinger
J. Comput. Finance 17, 3-36, 2014
Model uncertainty and its impact on derivative pricing
A Gupta, C Reisinger, A Whitley
Rethinking risk measurement and reporting 122, 2010
A Bayesian approach to financial model calibration, uncertainty measures and optimal hedging
A Gupta
Oxford University, UK, 2010
Calibrating Financial Models Using Consistent Bayesian Estimators
A Gupta, C Reisinger
Optimal Bayesian hedging strategies in the context of model uncertainty
A Gupta, C Reisinger
Preprint. URL: http://citeseer x. ist. psu. edu/viewdoc/summary, 2011
Model Uncertainty Measures in Finance Using Bayesion Posteriors
A Gupta, C Reisinger
FTSE Volatility Index Overview of Methodology
A Gupta, W Shaw
A Bayesian Approach to Financial Model Calibration, Uncertainty Measures and Optimal
A Gupta
Oxford University, 2009
Optimal Bayesian Hedging Strategies
A Gupta, N Bank
Market Microstructure
A Gupta
Consistent Bayesian Calibration
A Gupta, C Reisinger
Bayesian Approach To Derivative Pricing And Model Uncertainty
A Gupta
The system can't perform the operation now. Try again later.
Articles 1–13